A note on the weak invariance principle for local times

We prove uniform L2-convergence of local times of aperiodic recurrent random walks to local times of strictly [alpha]-stable processes with [alpha] > 1.

MoreLess

Year of publication:	1997
Authors:	Kang, Ju-Sung ; Wee, In-Suk
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 2, p. 147-159
Publisher:	Elsevier
Keywords:	Weak invariance principle Local time Stable process

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211938